Strategy Tester Report
nikita
RoboForex-DemoPro (Build 1384)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период5 Минут (M5) 2023.08.09 00:00 - 2023.10.06 23:55 (2023.08.09 - 2023.10.09)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыmagic=123; fixVolume=0.06; takeProfit=670; stopLoss=2; stopLossOtp=490; breaklevel=840; vTrailingStop=70; slippsage=10; waitClosePos=false; MASettings=""; MATf=5; MAPeriod=10; MAMethod=0; MAPrice=0; MAUse=false; MACDSettings=""; MACDTf=60; MACDfast_ema_period=12; MACDslow_ema_period=26; MACDsignal_period=9; MACDPrice=0; MACDUse=true; RSISettings=""; RSITf=5; RSIfast_ema_period=14; RSIPrice=0; RSIUpperLevel=55; RSILowerLevel=45; RSIUse=false; FS_1Settings=""; FS_1Tf=0; FS_1main_period=28; FS_1adx_period=9; FS_1Use=false; FS_2Settings=""; FS_2Tf=0; FS_2Aroon_period=85; FS_2Filter=45; FS_2Use=false; CSA_Settings=""; CSA_Tf=0; CSA_size=50; CSA_Use=false; EMA_Settings=""; EMA_Tf=0; EMA_FastEMA=3; EMA_SlowEMA=50; EMA_Use=false; FS_3Settings=""; FS_3Tf=0; FS_3Sl_add_pips=1000; FS_3changerLiner=1; FS_3Gup=3; FS_3Use=false; trendMagSettings=""; trendMagTf=30; trendMagUse=true; trendTraSettings=""; trendTraTf=0; trendTraUse=false;
Баров в истории13376Смоделировано тиков1638517Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (20)
Чистая прибыль1416.35Общая прибыль2771.62Общий убыток-1355.27
Прибыльность2.05Матожидание выигрыша14.75
Абсолютная просадка269.31Максимальная просадка442.07 (24.85%)Относительная просадка37.20% (432.89)
Всего сделок96Короткие позиции (% выигравших)42 (42.86%)Длинные позиции (% выигравших)54 (88.89%)
Прибыльные сделки (% от всех)66 (68.75%)Убыточные сделки (% от всех)30 (31.25%)
Самая большаяприбыльная сделка46.39убыточная сделка-57.60
Средняяприбыльная сделка41.99убыточная сделка-45.18
Максимальное количествонепрерывных выигрышей (прибыль)30 (1158.27)непрерывных проигрышей (убыток)12 (-514.42)
Макс.непрерывная прибыль (число выигрышей)1158.27 (30)непрерывный убыток (число проигрышей)-514.42 (12)
Среднийнепрерывный выигрыш17непрерывный проигрыш10
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12023.08.15 07:30buy10.060.877230.000000.88373
22023.08.15 07:30modify10.060.877230.871550.88373
32023.08.15 07:35buy20.060.877230.000000.88373
42023.08.15 07:35modify20.060.877230.871550.88373
52023.08.15 07:40buy30.060.877470.000000.88397
62023.08.15 07:40modify30.060.877470.871550.88397
72023.08.15 07:45buy40.060.877330.000000.88383
82023.08.15 07:45modify40.060.877330.871550.88383
92023.08.15 07:50buy50.060.877660.000000.88416
102023.08.15 07:50modify50.060.877660.871550.88416
112023.08.15 07:55buy60.060.877750.000000.88425
122023.08.15 07:55modify60.060.877750.871550.88425
132023.08.18 09:00sell70.060.878650.000000.87215
142023.08.18 09:00modify70.060.878650.884570.87215
152023.08.18 09:05sell80.060.878770.000000.87227
162023.08.18 09:05modify80.060.878770.884570.87227
172023.08.18 09:10sell90.060.878660.000000.87216
182023.08.18 09:10modify90.060.878660.884570.87216
192023.08.18 09:15sell100.060.878660.000000.87216
202023.08.18 09:15modify100.060.878660.884570.87216
212023.08.18 09:20sell110.060.878660.000000.87216
222023.08.18 09:20modify110.060.878660.884570.87216
232023.08.18 09:25sell120.060.878330.000000.87183
242023.08.18 09:25modify120.060.878330.884570.87183
252023.08.23 11:00buy130.060.880610.000000.88711
262023.08.23 11:00modify130.060.880610.872780.88711
272023.08.23 11:05buy140.060.879750.000000.88625
282023.08.23 11:05modify140.060.879750.872780.88625
292023.08.23 11:10buy150.060.879720.000000.88622
302023.08.23 11:10modify150.060.879720.872780.88622
312023.08.23 11:15buy160.060.879360.000000.88586
322023.08.23 11:15modify160.060.879360.872780.88586
332023.08.23 11:20buy170.060.879480.000000.88598
342023.08.23 11:20modify170.060.879480.872780.88598
352023.08.23 11:25buy180.060.879780.000000.88628
362023.08.23 11:25modify180.060.879780.872780.88628
372023.08.23 17:30buy190.060.878890.000000.88539
382023.08.23 17:30modify190.060.878890.872400.88539
392023.08.23 17:35buy200.060.878960.000000.88546
402023.08.23 17:35modify200.060.878960.872400.88546
412023.08.23 17:40buy210.060.878960.000000.88546
422023.08.23 17:40modify210.060.878960.872400.88546
432023.08.23 17:45buy220.060.879030.000000.88553
442023.08.23 17:45modify220.060.879030.872400.88553
452023.08.23 17:50buy230.060.878860.000000.88536
462023.08.23 17:50modify230.060.878860.872400.88536
472023.08.23 17:55buy240.060.879520.000000.88602
482023.08.23 17:55modify240.060.879520.872400.88602
492023.08.24 11:30sell250.060.878990.000000.87249
502023.08.24 11:30modify250.060.878990.884740.87249
512023.08.24 11:35sell260.060.879430.000000.87293
522023.08.24 11:35modify260.060.879430.884740.87293
532023.08.24 11:40sell270.060.879630.000000.87313
542023.08.24 11:40modify270.060.879630.884870.87313
552023.08.24 11:45sell280.060.879680.000000.87318
562023.08.24 11:45modify280.060.879680.884970.87318
572023.08.24 11:50sell290.060.879660.000000.87316
582023.08.24 11:50modify290.060.879660.884970.87316
592023.08.24 11:55sell300.060.879360.000000.87286
602023.08.24 11:55modify300.060.879360.884970.87286
612023.08.24 15:40t/p10.060.883730.871550.8837346.391046.39
622023.08.24 15:40t/p20.060.883730.871550.8837346.391092.77
632023.08.24 15:44t/p40.060.883830.871550.8838346.391139.16
642023.08.24 20:50t/p30.060.883970.871550.8839746.381185.54
652023.08.24 20:58t/p50.060.884160.871550.8841646.371231.91
662023.08.24 21:20t/p60.060.884250.871550.8842546.371278.27
672023.08.24 21:51s/l70.060.884570.884570.87215-47.951230.33
682023.08.24 21:51s/l80.060.884570.884570.87227-47.141183.19
692023.08.24 21:51s/l90.060.884570.884570.87216-47.881135.31
702023.08.24 21:51s/l100.060.884570.884570.87216-47.881087.43
712023.08.24 21:51s/l110.060.884570.884570.87216-47.881039.56
722023.08.24 21:51s/l120.060.884570.884570.87183-50.12989.44
732023.08.24 21:59s/l250.060.884740.884740.87249-38.99950.45
742023.08.24 21:59s/l260.060.884740.884740.87293-36.01914.44
752023.08.24 22:04s/l270.060.884870.884870.87313-35.53878.91
762023.08.24 22:04s/l280.060.884970.884970.87318-35.86843.05
772023.08.24 22:04s/l290.060.884970.884970.87316-36.00807.05
782023.08.24 22:04s/l300.060.884970.884970.87286-38.03769.02
792023.08.25 02:08t/p230.060.885360.872400.8853644.87813.89
802023.08.25 02:08t/p190.060.885390.872400.8853944.87858.76
812023.08.25 02:08t/p200.060.885460.872400.8854644.86903.62
822023.08.25 02:08t/p210.060.885460.872400.8854644.86948.48
832023.08.25 04:33t/p220.060.885530.872400.8855344.86993.34
842023.08.25 05:05t/p160.060.885860.872780.8858644.841038.18
852023.08.25 05:12t/p170.060.885980.872780.8859844.841083.02
862023.08.25 05:12t/p240.060.886020.872400.8860244.831127.85
872023.08.25 05:16t/p150.060.886220.872780.8862244.821172.67
882023.08.25 05:17t/p140.060.886250.872780.8862544.821217.50
892023.08.25 05:18t/p180.060.886280.872780.8862844.821262.32
902023.08.25 16:30buy310.060.885560.000000.89206
912023.08.25 16:30modify310.060.885560.877050.89206
922023.08.25 16:35buy320.060.885290.000000.89179
932023.08.25 16:35modify320.060.885290.877050.89179
942023.08.25 16:40buy330.060.885160.000000.89166
952023.08.25 16:40modify330.060.885160.877050.89166
962023.08.25 16:45buy340.060.885500.000000.89200
972023.08.25 16:45modify340.060.885500.877050.89200
982023.08.25 16:50buy350.060.885050.000000.89155
992023.08.25 16:50modify350.060.885050.877050.89155
1002023.08.25 16:55buy360.060.884750.000000.89125
1012023.08.25 16:55modify360.060.884750.877050.89125
1022023.08.25 17:45t/p130.060.887110.872780.8871144.781307.10
1032023.08.29 10:30sell370.060.883580.000000.87708
1042023.08.29 10:30modify370.060.883580.890170.87708
1052023.08.29 10:35sell380.060.883730.000000.87723
1062023.08.29 10:35modify380.060.883730.890170.87723
1072023.08.29 10:40sell390.060.883820.000000.87732
1082023.08.29 10:40modify390.060.883820.890170.87732
1092023.08.29 10:45sell400.060.883380.000000.87688
1102023.08.29 10:45modify400.060.883380.890170.87688
1112023.08.29 10:50sell410.060.883580.000000.87708
1122023.08.29 10:50modify410.060.883580.890170.87708
1132023.08.29 10:55sell420.060.883900.000000.87740
1142023.08.29 10:55modify420.060.883900.890170.87740
1152023.08.30 00:01t/p420.060.877400.890170.8774043.151350.25
1162023.08.30 15:42t/p390.060.877320.890170.8773243.151393.40
1172023.08.30 15:45s/l310.060.877050.877050.89206-57.601335.79
1182023.08.30 15:45s/l320.060.877050.877050.89179-55.751280.04
1192023.08.30 15:45s/l330.060.877050.877050.89166-54.861225.17
1202023.08.30 15:45s/l340.060.877050.877050.89200-57.191167.98
1212023.08.30 15:45s/l350.060.877050.877050.89155-54.111113.87
1222023.08.30 15:45s/l360.060.877050.877050.89125-52.061061.80
1232023.08.30 15:45t/p380.060.877230.890170.8772343.161104.96
1242023.08.30 15:50t/p370.060.877080.890170.8770843.171148.13
1252023.08.30 15:50t/p410.060.877080.890170.8770843.171191.30
1262023.08.30 15:53t/p400.060.876880.890170.8768843.181234.48
1272023.09.04 11:00buy430.060.884310.000000.89081
1282023.09.04 11:00modify430.060.884310.878150.89081
1292023.09.04 11:05buy440.060.884120.000000.89062
1302023.09.04 11:05modify440.060.884120.878150.89062
1312023.09.04 11:10buy450.060.883730.000000.89023
1322023.09.04 11:10modify450.060.883730.878150.89023
1332023.09.04 11:15buy460.060.883890.000000.89039
1342023.09.04 11:15modify460.060.883890.878150.89039
1352023.09.04 11:20buy470.060.884210.000000.89071
1362023.09.04 11:20modify470.060.884210.878150.89071
1372023.09.04 11:25buy480.060.884170.000000.89067
1382023.09.04 11:25modify480.060.884170.878150.89067
1392023.09.05 15:30t/p450.060.890230.878150.8902344.021278.50
1402023.09.06 09:30buy490.060.888640.000000.89514
1412023.09.06 09:30modify490.060.888640.882840.89514
1422023.09.06 09:35buy500.060.888870.000000.89537
1432023.09.06 09:35modify500.060.888870.882840.89537
1442023.09.06 09:40buy510.060.889020.000000.89552
1452023.09.06 09:40modify510.060.889020.882840.89552
1462023.09.06 09:45buy520.060.889060.000000.89556
1472023.09.06 09:45modify520.060.889060.882840.89556
1482023.09.06 09:50buy530.060.889090.000000.89559
1492023.09.06 09:50modify530.060.889090.882840.89559
1502023.09.06 09:55buy540.060.889150.000000.89565
1512023.09.06 09:55modify540.060.889150.882840.89565
1522023.09.06 12:28t/p460.060.890390.878150.8903944.211322.71
1532023.09.06 15:43t/p440.060.890620.878150.8906244.201366.91
1542023.09.06 16:00t/p480.060.890670.878150.8906744.201411.11
1552023.09.06 16:00t/p470.060.890710.878150.8907144.191455.30
1562023.09.06 16:03t/p430.060.890810.878150.8908144.191499.49
1572023.09.08 04:30buy550.060.891760.000000.89826
1582023.09.08 04:30modify550.060.891760.885850.89826
1592023.09.08 04:35buy560.060.891610.000000.89811
1602023.09.08 04:35modify560.060.891610.885850.89811
1612023.09.08 04:40buy570.060.891490.000000.89799
1622023.09.08 04:40modify570.060.891490.885850.89799
1632023.09.08 04:45buy580.060.891470.000000.89797
1642023.09.08 04:45modify580.060.891470.885850.89797
1652023.09.08 04:50buy590.060.891360.000000.89786
1662023.09.08 04:50modify590.060.891360.885850.89786
1672023.09.08 04:55buy600.060.891150.000000.89765
1682023.09.08 04:55modify600.060.891150.885680.89765
1692023.09.12 04:00sell610.060.891520.000000.88502
1702023.09.12 04:00modify610.060.891520.896870.88502
1712023.09.12 04:05sell620.060.891590.000000.88509
1722023.09.12 04:05modify620.060.891590.896870.88509
1732023.09.12 04:10sell630.060.891460.000000.88496
1742023.09.12 04:10modify630.060.891460.896870.88496
1752023.09.12 04:15sell640.060.890710.000000.88421
1762023.09.12 04:15modify640.060.890710.896870.88421
1772023.09.12 04:20sell650.060.891260.000000.88476
1782023.09.12 04:20modify650.060.891260.896870.88476
1792023.09.12 04:25sell660.060.891680.000000.88518
1802023.09.12 04:25modify660.060.891680.896870.88518
1812023.09.12 05:30sell670.060.891430.000000.88493
1822023.09.12 05:30modify670.060.891430.897070.88493
1832023.09.12 05:35sell680.060.891430.000000.88493
1842023.09.12 05:35modify680.060.891430.897070.88493
1852023.09.12 05:40sell690.060.891170.000000.88467
1862023.09.12 05:40modify690.060.891170.897070.88467
1872023.09.12 05:45sell700.060.891270.000000.88477
1882023.09.12 05:45modify700.060.891270.897070.88477
1892023.09.12 05:50sell710.060.891290.000000.88479
1902023.09.12 05:50modify710.060.891290.897070.88479
1912023.09.12 05:55sell720.060.891250.000000.88475
1922023.09.12 05:55modify720.060.891250.897070.88475
1932023.09.13 15:30t/p490.060.895140.882840.8951445.011544.50
1942023.09.14 04:30buy730.060.892920.000000.89942
1952023.09.14 04:30modify730.060.892920.886940.89942
1962023.09.14 04:35buy740.060.892870.000000.89937
1972023.09.14 04:35modify740.060.892870.886940.89937
1982023.09.14 04:40buy750.060.892970.000000.89947
1992023.09.14 04:40modify750.060.892970.886940.89947
2002023.09.14 04:45buy760.060.892620.000000.89912
2012023.09.14 04:45modify760.060.892620.886940.89912
2022023.09.14 04:50buy770.060.892530.000000.89903
2032023.09.14 04:50modify770.060.892530.886940.89903
2042023.09.14 04:55buy780.060.892500.000000.89900
2052023.09.14 04:55modify780.060.892500.886940.89900
2062023.09.14 15:30t/p500.060.895370.882840.8953745.601590.10
2072023.09.14 15:30t/p510.060.895520.882840.8955245.601635.70
2082023.09.14 15:30t/p520.060.895560.882840.8955645.601681.30
2092023.09.14 15:30t/p530.060.895590.882840.8955945.601726.90
2102023.09.14 15:30t/p540.060.895650.882840.8956545.591772.50
2112023.09.14 15:31s/l610.060.896870.896870.88502-40.991731.51
2122023.09.14 15:31s/l620.060.896870.896870.88509-40.521690.99
2132023.09.14 15:31s/l630.060.896870.896870.88496-41.391649.60
2142023.09.14 15:31s/l640.060.896870.896870.88421-46.411603.19
2152023.09.14 15:31s/l650.060.896870.896870.88476-42.731560.46
2162023.09.14 15:31s/l660.060.896870.896870.88518-39.921520.55
2172023.09.14 15:31s/l670.060.897070.897070.88493-42.921477.63
2182023.09.14 15:31s/l680.060.897070.897070.88493-42.921434.71
2192023.09.14 15:31s/l690.060.897070.897070.88467-44.661390.05
2202023.09.14 15:31s/l700.060.897070.897070.88477-43.991346.06
2212023.09.14 15:31s/l710.060.897070.897070.88479-43.861302.20
2222023.09.14 15:31s/l720.060.897070.897070.88475-44.131258.08
2232023.09.15 18:06t/p600.060.897650.885680.8976544.891302.96
2242023.09.18 01:00buy790.060.896840.000000.90334
2252023.09.18 01:00modify790.060.896840.889400.90334
2262023.09.18 01:05buy800.060.897250.000000.90375
2272023.09.18 01:05modify800.060.897250.889400.90375
2282023.09.18 01:10buy810.060.897520.000000.90402
2292023.09.18 01:10modify810.060.897520.889400.90402
2302023.09.18 01:15buy820.060.897570.000000.90407
2312023.09.18 01:15modify820.060.897570.889400.90407
2322023.09.18 01:20buy830.060.897550.000000.90405
2332023.09.18 01:20modify830.060.897550.889400.90405
2342023.09.18 01:25buy840.060.897400.000000.90390
2352023.09.18 01:25modify840.060.897400.889400.90390
2362023.09.18 15:48t/p590.060.897860.885850.8978645.081348.04
2372023.09.18 16:41t/p580.060.897970.885850.8979745.071393.12
2382023.09.18 16:42t/p570.060.897990.885850.8979945.071438.19
2392023.09.18 17:53t/p560.060.898110.885850.8981145.071483.26
2402023.09.19 09:07t/p550.060.898260.885850.8982645.271528.53
2412023.09.20 22:52t/p780.060.899000.886940.8990044.201572.73
2422023.09.20 22:54t/p770.060.899030.886940.8990344.201616.93
2432023.09.20 22:55t/p760.060.899120.886940.8991244.201661.13
2442023.09.20 23:05t/p740.060.899370.886940.8993744.181705.31
2452023.09.20 23:05t/p730.060.899420.886940.8994244.181749.49
2462023.09.20 23:11t/p750.060.899470.886940.8994744.181793.67
2472023.09.21 10:30t/p790.060.903340.889400.9033444.201837.87
2482023.09.21 10:30t/p800.060.903750.889400.9037544.181882.04
2492023.09.21 10:30t/p840.060.903900.889400.9039044.171926.21
2502023.09.21 10:30t/p810.060.904020.889400.9040244.171970.37
2512023.09.21 10:30t/p830.060.904050.889400.9040544.172014.54
2522023.09.21 10:30t/p820.060.904070.889400.9040744.162058.70
2532023.10.05 11:30sell850.060.916860.000000.91036
2542023.10.05 11:30modify850.060.916860.922800.91036
2552023.10.05 11:35sell860.060.916760.000000.91026
2562023.10.05 11:35modify860.060.916760.922800.91026
2572023.10.05 11:40sell870.060.917300.000000.91080
2582023.10.05 11:40modify870.060.917300.922800.91080
2592023.10.05 11:45sell880.060.917350.000000.91085
2602023.10.05 11:45modify880.060.917350.922800.91085
2612023.10.05 11:50sell890.060.917400.000000.91090
2622023.10.05 11:50modify890.060.917400.922800.91090
2632023.10.05 11:55sell900.060.917960.000000.91146
2642023.10.05 11:55modify900.060.917960.923230.91146
2652023.10.06 00:00t/p900.060.911460.923230.9114641.502100.20
2662023.10.06 00:00t/p890.060.910900.922800.9109041.512141.71
2672023.10.06 10:30sell910.060.913230.000000.90673
2682023.10.06 10:30modify910.060.913230.919660.90673
2692023.10.06 10:35sell920.060.912770.000000.90627
2702023.10.06 10:35modify920.060.912770.919660.90627
2712023.10.06 10:40sell930.060.912670.000000.90617
2722023.10.06 10:40modify930.060.912670.919660.90617
2732023.10.06 10:45sell940.060.912900.000000.90640
2742023.10.06 10:45modify940.060.912900.919660.90640
2752023.10.06 10:50sell950.060.912640.000000.90614
2762023.10.06 10:50modify950.060.912640.919660.90614
2772023.10.06 10:55sell960.060.912610.000000.90611
2782023.10.06 10:55modify960.060.912610.919660.90611
2792023.10.06 18:24t/p880.060.910850.922800.9108541.522183.23
2802023.10.06 18:24t/p870.060.910800.922800.9108041.522224.75
2812023.10.06 18:25t/p850.060.910360.922800.9103641.542266.29
2822023.10.06 18:26t/p860.060.910260.922800.9102641.542307.83
2832023.10.06 23:55close at stop960.060.910060.919660.9061116.812324.64
2842023.10.06 23:55close at stop950.060.910060.919660.9061417.012341.65
2852023.10.06 23:55close at stop940.060.910060.919660.9064018.722360.37
2862023.10.06 23:55close at stop930.060.910060.919660.9061717.212377.58
2872023.10.06 23:55close at stop920.060.910060.919660.9062717.872395.45
2882023.10.06 23:55close at stop910.060.910060.919660.9067320.902416.35